BNP Paribas Call 245 MDO 17.01.2025
/ DE000PC7Z648
BNP Paribas Call 245 MDO 17.01.20.../ DE000PC7Z648 /
| 2024-11-25 9:50:40 PM |
Chg.+0.470 |
Bid9:59:59 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.900EUR |
+10.61% |
-
Bid Size: - |
-
Ask Size: - |
MCDONALDS CORP. DL... |
245.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PC7Z64 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-11-26 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.62 |
| Intrinsic value: |
3.56 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.17 |
| Parity: |
3.56 |
| Time value: |
1.34 |
| Break-even: |
294.00 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
-0.04 |
| Spread %: |
-0.81% |
| Delta: |
0.75 |
| Theta: |
-0.45 |
| Omega: |
4.27 |
| Rho: |
0.12 |
Quote data
| Open: |
4.480 |
| High: |
4.950 |
| Low: |
4.430 |
| Previous Close: |
4.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.61% |
| 3 Months |
|
|
-3.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.900 |
4.430 |
| 6M High / 6M Low: |
6.740 |
1.580 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.084 |
| Avg. volume 6M: |
|
.901 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
119.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
